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email2norman
Posted : Monday, January 25, 2016 4:23:26 PM
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Please kindly repeat the post on

 

 Dienstag, 15. Dezember 2015 14:39:18

 

for simple MACDi,j

Bruce_L
Posted : Monday, January 25, 2016 4:42:10 PM


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I think it should be the following for (i).

C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - C(j+2) / j

With all of the > signs change to < signs for (ii).

C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - C(j+2) / j



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email2norman
Posted : Wednesday, January 27, 2016 5:14:48 PM
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Please help me check what is wrong here:

(1) The formula: O-((2*AVGC2.1+O)/3) <-0.00086 is giving me alert at a value of 0.0068 using AUS/USD

(2) The formula: O-((2*AVGC2.1+O)/3) <-0.00273 is giving me alert at 0.00005 using GBP/AUD

Bruce_L
Posted : Thursday, January 28, 2016 3:45:13 PM


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If you think the alerts aren't working correctly, then please contact technical support.

You probably already know this, but note that if you are actually trying to determine if the conditions were met when the alert went off, you will need to add (2 * AVGC2.1 + O) / 3 as a Custom PCF Indicator in the same pane and scale as price as the 3 period simple moving average will change in value after the open.



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email2norman
Posted : Friday, January 29, 2016 11:46:43 AM
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I added O-((2*AVGC2.1+O)/3) to the PCF indicator. Could that be wrong?

Bruce_L
Posted : Friday, January 29, 2016 11:51:54 AM


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Using O - (2 * AVGC2.1 + O) / 3 as a Custom PCF Indicator should work too.

When I said you should use (2 * AVGC2.1 + O) / 3 as a Custom PCF Indicator it was mean to be plotted in the price pane like a moving average so you could compare it to the open directly.

But your method should work if you just want to plot the difference between the two.

So you would want to contact technical support if you alerts are triggering at the incorrect points based on your Custom PCF Indicator so they can try to troubleshoot the issue.



-Bruce
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email2norman
Posted : Friday, January 29, 2016 5:28:52 PM
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Please write the following formula for me:

(1) Under what condition will the exponential MACDi,j,k histogram  increase?

(2) Under what condition will the simple MACDi,j,k histogram increase?

{3) Under what condition will the exponential MACDi,j,k histogram decrease?

(4) Under what condition will the simple MACDi,j,k histogram decrease?

 

Bruce_L
Posted : Monday, February 1, 2016 3:41:37 PM


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Still calculating, but here is half of it.

(1)

(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) > (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1

(2)

i * (Cj - AVGCk.j) + (i-j) * (AVGCk - C) > j * (Ci - AVGCk.i)

(3)

(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) < (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1

(4)

i * (Cj - AVGCk.j) + (i-j) * (AVGCk - C) < j * (Ci - AVGCk.i)



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email2norman
Posted : Wednesday, February 3, 2016 5:00:38 PM
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QUOTE (Bruce_L)

I think it should be the following for (i).

C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - (C(i+2) / j

With all of the > signs change to < signs for (ii).

C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - (C(i+2) / j

 

The formulas above are giving the error message "unmatched parentheses at position 101".

Please correct them.

Bruce_L
Posted : Thursday, February 4, 2016 10:23:55 AM


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Please try the fololowing instead for (i).

C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - C(j+2) / j

With all of the > signs change to < signs for (ii).

C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - C(j+2) / j

Note that the something like C(i+1) is meant to be C11 when i = 10, not C(10+1). It is just the only way I could think of to create the notation for a bars ago parameter which would changed based on i and/or j.



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email2norman
Posted : Friday, February 12, 2016 5:58:23 PM
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QUOTE (Bruce_L)

((i-1) * XAVGCi.1 + 2 * O) / (i+1) - ((j-1) * XAVGCj.1 + 2 * O) / (j+1)

 

Please write the formula for exponential MACDi,j at the open  of 1 bar ago.

Bruce_L
Posted : Tuesday, February 16, 2016 11:33:31 AM


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((i-1) * XAVGCi.2 + 2 * O1) / (i+1) - ((j-1) * XAVGCj.2 + 2 * O1) / (j+1)



-Bruce
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email2norman
Posted : Tuesday, February 23, 2016 2:49:19 AM
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QUOTE (Bruce_L)

This isn't actually a Condition Formula (because i and j were not specified), but I think it would be something like the following for (i).

(j-i) * C + (i+1) * XAVGCj.1 > (j+1) * XAVGCi.1 AND (j-i) * C1 + (i+1) * XAVGCj.2 > (j+1) * XAVGCi.2 AND (j-i) * C2 + (i+1) * XAVGCj.3 > (j+1) * XAVGCi.3

With all of the > signs change to < signs for (ii).

(j-i) * C + (i+1) * XAVGCj.1 < (j+1) * XAVGCi.1 AND (j-i) * C1 + (i+1) * XAVGCj.2 < (j+1) * XAVGCi.2 AND (j-i) * C2 + (i+1) * XAVGCj.3 < (j+1) * XAVGCi.3

Please repeat (i) and( ii) above for exponential MACDi,j,k histogram

Bruce_L
Posted : Wednesday, February 24, 2016 12:49:59 PM


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This isn't actually a Condition Formula (because i and j were not specified), but I think it would be something like the following for (i).

(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) > (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1 AND (j-k)*(1-k)*(2*C1 + (i-1)*XAVGCi.2)/(i+1) + (i-k)*(k-1)*(2*C1 + (j-1)*XAVGCj.2)/(j+1) + (j-i)*(k-1)*(2*C1 + (k-1)*XAVGCk.2)/(k+1) > (j-k)*(1-k)*XAVGCi.2 + (i-k)*(k-1)*XAVGCj.2 + (j-i)*(k-1)*XAVGCk.2 AND (j-k)*(1-k)*(2*C2 + (i-1)*XAVGCi.3)/(i+1) + (i-k)*(k-1)*(2*C2 + (j-1)*XAVGCj.3)/(j+1) + (j-i)*(k-1)*(2*C2 + (k-1)*XAVGCk.3)/(k+1) > (j-k)*(1-k)*XAVGCi.3 + (i-k)*(k-1)*XAVGCj.3 + (j-i)*(k-1)*XAVGCk.3

With all of the > signs change to < signs for (ii).

(j-k)*(1-k)*(2*C + (i-1)*XAVGCi.1)/(i+1) + (i-k)*(k-1)*(2*C + (j-1)*XAVGCj.1)/(j+1) + (j-i)*(k-1)*(2*C + (k-1)*XAVGCk.1)/(k+1) < (j-k)*(1-k)*XAVGCi.1 + (i-k)*(k-1)*XAVGCj.1 + (j-i)*(k-1)*XAVGCk.1 AND (j-k)*(1-k)*(2*C1 + (i-1)*XAVGCi.2)/(i+1) + (i-k)*(k-1)*(2*C1 + (j-1)*XAVGCj.2)/(j+1) + (j-i)*(k-1)*(2*C1 + (k-1)*XAVGCk.2)/(k+1) < (j-k)*(1-k)*XAVGCi.2 + (i-k)*(k-1)*XAVGCj.2 + (j-i)*(k-1)*XAVGCk.2 AND (j-k)*(1-k)*(2*C2 + (i-1)*XAVGCi.3)/(i+1) + (i-k)*(k-1)*(2*C2 + (j-1)*XAVGCj.3)/(j+1) + (j-i)*(k-1)*(2*C2 + (k-1)*XAVGCk.3)/(k+1) < (j-k)*(1-k)*XAVGCi.3 + (i-k)*(k-1)*XAVGCj.3 + (j-i)*(k-1)*XAVGCk.3



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email2norman
Posted : Saturday, February 27, 2016 3:02:28 PM
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QUOTE (Bruce_L)

Please try the fololowing instead for (i).

C / i - C / j > Ci / i - Cj / i AND C1 / i - C1 / j > C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j > C(i+2) / i - C(j+2) / j

With all of the > signs change to < signs for (ii).

C / i - C / j < Ci / i - Cj / i AND C1 / i - C1 / j < C(i+1) / i - C(j+1) / j AND C2 / i - C2 / j < C(i+2) / i - C(j+2) / j

Note that the something like C(i+1) is meant to be C11 when i = 12, not C(10+1). It is just the only way I could think of to create the notation for a bars ago parameter which would changed based on i and/or j.

I don't quite understand the underlined statement above:it should have been when i=10. Is't it?

Bruce_L
Posted : Monday, February 29, 2016 1:38:48 PM


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Yes, it should have been i = 10, not i = 12.



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email2norman
Posted : Sunday, April 24, 2016 4:37:33 PM
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At what price will the exponential macdi,j have a value of m?

Bruce_L
Posted : Wednesday, April 27, 2016 3:54:12 PM


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I think I did this right.

X = ((i+1) * (j+1) * M - (j+1) * (i-1) * XAVGCi.1 + (i+1) * (j-1) * XAVGCj.1) / 2 / (j-i)



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email2norman
Posted : Thursday, May 19, 2016 6:24:06 AM
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QUOTE (Bruce_L)

((i-1) * XAVGCi.2 + 2 * O1) / (i+1) - ((j-1) * XAVGCj.2 + 2 * O1) / (j+1)

The formula above gives the error message " Arguement missing near *  " Please correct it.

email2norman
Posted : Thursday, May 19, 2016 6:44:57 AM
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Please write the formula for exponential MACD histogram for MACD i,j,k  at

(i) current price C

(ii) 1 bar ago

Bruce_L
Posted : Thursday, May 19, 2016 12:30:37 PM


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The formula given in your Thursday, May 19, 2016 6:24:06 AM ET post does not return any error messages if you substitute the desired periods for i and j.

An Indicator Formula for the current MACDhistogram i,j,k can be written as follows.

XAVGCi - XAVGCj - XAVG(XAVGCi,k) + XAVG(XAVGCj,k)

An Indicator Formula for the MACD histogram i,j,k of 1 bar ago can be written as follows.

XAVGCi.1 - XAVGCj.1 - XAVG(XAVGCi.1,k) + XAVG(XAVGCj.1,k)



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email2norman
Posted : Monday, June 13, 2016 7:52:01 PM
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Please write the follwing formula for me:

Assuming the next future bar opens at a value equal to the current price C; write the

(i) formula for the exponential MACDi,j at the open of the next future bar.

(ii)formula for the simple MACDi,j at the open of the next future bar.

(iii)formula for the histogram MACDi,j,k at the open of the next future bar.

Bruce_L
Posted : Tuesday, June 14, 2016 1:42:41 PM


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(i)

(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1)

(ii)

(C + (i-1) * AVGC(i-1)) / i - (C + (j-1) * AVGC(j-1)) / j

(iii) - assumes exponential

(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1) - (2 * (2 * C + (i-1) * XAVGCi) / (i+1) + (k-1) * XAVG(XAVGCi,k)) / (k+1) + (2 * (2 * C + (j-1) * XAVGCj) / (j+1) + (k-1) * XAVG(XAVGCj,k)) / (k+1)

 



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email2norman
Posted : Wednesday, June 15, 2016 4:25:51 AM
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Thank you bruce

email2norman
Posted : Wednesday, June 22, 2016 8:15:09 PM
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Do you have app for freestockcharts.com? if yes, please direct me to the link.

email2norman
Posted : Wednesday, June 22, 2016 8:20:53 PM
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in addition to the question above, will i also recieve alerts through the app?

StockGuy
Posted : Thursday, June 23, 2016 9:44:00 AM

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No, FreeStockCharts.com has to be run in a browser that supports Silverlight (Internet Explorer or Firefox)

email2norman
Posted : Sunday, June 26, 2016 3:31:44 PM
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Please write the follwing formula for me:

Assuming the next two future bars (A and B) open at a value equal to the current price C;and the MACD consecutively increase from current value to a higher value at A and then increase from A to a higher value at B; write the

(i) formula for the exponential MACDi,j at the open of the second future bar B.

(ii)formula for the simple MACDi,j at the open of the second  future bar B.

 

email2norman
Posted : Tuesday, June 28, 2016 2:51:34 AM
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QUOTE (Bruce_L)

((i-1) * XAVGCi.1 + 2 * O) / (i+1) - ((j-1) * XAVGCj.1 + 2 * O) / (j+1)

 

please write a formula for exponential MACDi,j,k histogram at open

Bruce_L
Posted : Tuesday, June 28, 2016 3:35:01 PM


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I really don't understand your question from Sunday at all (it doesn't seem like the assumptions would result in a deterministic value), but the following should work for your question from this morning.

(2 * O + (i-1) * XAVGCi.1) / (i+1) - (2 * O + (j-1) * XAVGCj.1) / (j+1) - (2 * (2 * O + (i-1) * XAVGCi.1) / (i+1) + (k-1) * XAVG(XAVGCi.1,k)) / (k+1) + (2 * (2 * O + (j-1) * XAVGCj.1) / (j+1) + (k-1) * XAVG(XAVGCj.1,k)) / (k+1)



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email2norman
Posted : Wednesday, June 29, 2016 2:48:37 AM
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I change the sunday question to this form:

Assuming the next two future bars (A and B) open at a value equal to the current price C, write the

(i) formula for the exponential MACDi,j at the open of the second future bar B.

(ii)formula for the simple MACDi,j at the open of the second  future bar B.

Bruce_L
Posted : Wednesday, June 29, 2016 3:00:44 PM


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(i)

(2 * C + (i-1) * (2 * C + (i-1) * (2 * C + (i-1) * XAVGCi.1) / (i+1)) / (i+1)) / (i+1) - (2 * C + (j-1) * (2 * C + (j-1) * (2 * C + (j-1) * XAVGCj.1) / (j+1)) / (j+1)) / (j+1)

(ii)

AVGCi - AVGCj + 2 * (C - AVGC2.(i-2)) / i - 2 * (C - AVGC2.(j-2)) / j

 



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email2norman
Posted : Wednesday, July 13, 2016 3:05:43 PM
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QUOTE (Bruce_L)

(i)

(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1)

(ii)

(C + (i-1) * AVGC(i-1)) / i - (C + (j-1) * AVGC(j-1)) / j

(iii) - assumes exponential

(2 * C + (i-1) * XAVGCi) / (i+1) - (2 * C + (j-1) * XAVGCj) / (j+1) - (2 * (2 * C + (i-1) * XAVGCi) / (i+1) + (k-1) * XAVG(XAVGCi,k)) / (k+1) + (2 * (2 * C + (j-1) * XAVGCj) / (j+1) + (k-1) * XAVG(XAVGCj,k)) / (k+1)

 

Please repeat (i) and (ii) at open price

Bruce_L
Posted : Thursday, July 14, 2016 9:14:38 AM


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(i)

(2 * O + (i-1) * XAVGCi.1) / (i+1) - (2 * O + (j-1) * XAVGCj.1) / (j+1)

(ii)

(O + (i-1) * AVGC(i-1).1) / i - (O + (j-1) * AVGC(j-1).1) / j



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email2norman
Posted : Thursday, July 14, 2016 10:14:41 AM
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Th formulas you gave appears to be the value of exponential and simple MACD at open.I will reframe the question as follews:

Assuming the next future bar opens at a value equal to the current open price O; write the

(i) formula for the exponential MACDi,j at the open of the next future bar.

(ii)formula for the simple MACDi,j at the open of the next future bar.

Bruce_L
Posted : Thursday, July 14, 2016 10:29:01 AM


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That is just a matter of substituting O for any naked instances of C in the original formulas.

(i)

(2 * O + (i-1) * XAVGCi) / (i+1) - (2 * O + (j-1) * XAVGCj) / (j+1)

(ii)

(O + (i-1) * AVGC(i-1)) / i - (O + (j-1) * AVGC(j-1)) / j



-Bruce
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email2norman
Posted : Saturday, July 16, 2016 12:44:44 PM
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But the C in moving averages XAVGCi, XAVGCj,AVGC(i-1) and  AVGC(j-1) will cause the value of MACD to vary as price changes.isn't it? I want just MACD value at the open of the next future bar

Bruce_L
Posted : Monday, July 18, 2016 1:25:34 PM


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The assumption you gave is that the the future bars opens at the same price as the current bar opened.

The current bar will still close at whatever its closing price might be (which is why the formulas include XAVGC).

The O in the formula is the predicted value of tomorrow's open (or the open of the next bar) being used to predict the value of the MACD at the open if it indeed opens at the same value as the open of the current bar.



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email2norman
Posted : Wednesday, July 20, 2016 4:58:03 AM
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You are right.I think I wozld modify the assumption like this to reflect what I really want:

Assuming the price remains static at open till the open of the next bar; write the

(i) formula for the exponential MACDi,j at the open of the next bar.Write the formula in terms of O and past price movement and past exponential moving averages

(ii) formula for the  MACDi,j at the open of the next bar.Write the formula in terms of O and past price movement and past simple moving averages

Bruce_L
Posted : Thursday, July 21, 2016 9:53:41 AM


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(i)

(2 * O + (i-1) * ((2 * O + (i-1) * XAVGCi.1) / (i+1))) / (i+1) - (2 * O + (j-1) * ((2 * O + (j-1) * XAVGCj.1) / (j+1))) / (j+1)

(ii)

(2 * O + (i-2) * AVGC(i-2).1) / i - (2 * O + (j-2) * AVGC(j-2).1) / j



-Bruce
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